Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets

Time Series Analysis.

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Triple seasonal methods for short-term electricity demand forecasting

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Business, Electrical Engineering, Demand Forecasting +13

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

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Social Sciences, Economics, Electrical Engineering +14

Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices

Siem Jan Koopman, Marius Ooms, M. Angeles Carnero · Journal of the American Statistical Association · 2007 · 255 citations

Social Sciences, Business Economics, Economics +17

Forecasting electricity prices: The impact of fundamentals and time-varying coefficients

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Natural Resources, Economics, Electrical Engineering +14